Bosanbo, I think we have very similar hair -- my pineapple bun is always gone (or mostly gone) by morning. I just wrap things tight enough to stay in, I guess, and have grown out my front layers enough that they mostly stay back! I also just saw that Sally's sells plastic bobby pins, which are supposed to be great for fine hair -- I'm going to get some next week and see! Oh, also, have you tried fabric headbands? These are gentle and work great for me, whether I leave other hair down or put it in a bun.
3b, fine, medium density, normal porosity
Wash: Deva No Poo, sometime Phytojoba, Avalon lemon when needs clarifying
Rinse-out: Deva One Condition, CJ Beauticurls Strengthening, Phytojoba (kinda heavy for my hair but good noisture)
Leave-in: Phytokeratine, CCCCL
Styling: Deva Coconut Supercream or their Wave Maker with a little CS over the top